On a class of multivariate normal selection priors and its applications in Bayesian inference

DOI10.1016/J.JKSS.2010.05.001zbMATH Open1296.62034OpenAlexW1964555823MaRDI QIDQ744592FDOQ744592

Authors: Hea-Jung Kim 

Publication date: 25 September 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2010.05.001

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zbMATH Keywords

conjugate priorGibbs samplerBayesian hierarchical modelinequality constraintsmultivariate normal selection distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Bayesian inference (62F15)

Cites Work

• Bayesian methods. A social and behavioral sciences approach
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• Conjugate priors for exponential families
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• A unified view on skewed distributions arising from selections
• The multivariate skew-normal distribution
• A Bayesian interpretation of the multivariate skew-normal distribution.
• An introduction to Bayesian analysis. Theory and methods.
• Bayes estimation subject to uncertainty about parameter constraints
• A New Skewed Link Model for Dichotomous Quantal Response Data
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• On a class of two-piece skew-normal distributions
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• Randomization Analysis of the Completely Randomized Design Extended to Growth and Response Curves

Cited In (7)

• On Bayesian estimation of regression models subject to uncertainty about functional constraints
• A class of weighted multivariate normal distributions and its properties
• A procedure to select a ML-II prior in a multivariate normal case
• Bayesian variable selection approach to a Bernstein polynomial regression model with stochastic constraints
• A hierarchical Bayesian regression model for the uncertain functional constraint using screened scale mixtures of Gaussian distributions
• A measure of uncertainty regarding the interval constraint of normal mean elicited by two stages of a prior hierarchy
• On the greatest class of conjugate priors and sensitivity of multivariate normal posterior distributions

Uses Software

• BaM

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